+935.2%
MDB vs ETR
+265.0%
+670.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -1.0% | +2.6% | -3.6% | -1.5% |
| 30D | -14.0% | +8.7% | -22.6% | -15.6% |
| 3M | -20.3% | +6.4% | -26.7% | -21.5% |
| 6M | +10.9% | +0.7% | +10.2% | +10.0% |
| YTD | -20.9% | +23.0% | -43.9% | -26.1% |
| 1Y | -11.2% | +17.9% | -29.1% | -16.1% |
| 3Y | -11.9% | +154.9% | -166.8% | -34.7% |
| 5Y | -40.2% | +157.3% | -197.4% | -56.5% |
| All | +935.2% | +265.0% | +670.2% | +597.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling